+246.1%
MET vs RNG
+309.1%
-63.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -1.7% |
| 7D | +1.1% | -0.8% | +2.0% | +1.2% |
| 30D | -2.3% | +11.4% | -13.7% | -3.6% |
| 3M | +13.9% | +72.1% | -58.2% | +6.1% |
| 6M | +34.8% | +67.9% | -33.1% | +25.1% |
| YTD | +23.5% | +144.3% | -120.8% | +8.5% |
| 1Y | +23.4% | +117.5% | -94.1% | +9.7% |
| 3Y | +64.9% | +123.9% | -59.0% | +42.4% |
| 5Y | +82.0% | -70.1% | +152.1% | +87.9% |
| 10Y | +244.4% | +215.9% | +28.5% | +122.1% |
| All | +246.1% | +309.1% | -63.0% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling